I'm using the .NET library in order to request TimeSeries.
My goal is to extract some Swap Curve (for instance EURIRS) at a given historical date.
(with daily summarization)
For some reason at some some date (e.g. 10/03/2020), data are not returned by the library but if I check with the Curve Chart Preview tool I can see that data actually exist at that day.
Are some data missing or not accessible through api ? Does the Curve Chart Preview tool display another information when data are not available ?
For other date (e.g. 31/12/2019) the lib works perfectly.
Thank you !
I'm afraid I'm not reproducing the issue. Is there a specific RIC from EURIRS tile that doesn't return a row for 10-Mar-2020? Or perhaps some other specific conditions? I tried EURAB6E5Y= and EURAB6E10Y= and in both cases I got a record returned for 10-Mar-2020. Here's a screenshot.